Tour v528
REPL
REPLIMUNE GROUP INC
$13.03 -0.61%
$13.00 (-0.23%)🌙
as of 09/15 07:04 PM
9/15 19:04

Option Volume

Detail
Current (09/15) 247
Calls: 161 (65%)
Puts: 86 (35%)
Prior (09/11) 1,659
Calls: 813 (49%)
Puts: 846 (51%)
Current vs Prior -85.11%
Calls: -80.20% (Calls)
Puts: -89.83% (Puts)
Prior 7-Day Total 9,454
Calls: 4,156 (44%)
Puts: 5,298 (56%)
Prior 7-Day Average 1,350
Calls: 593 (44%)
Puts: 756 (56%)
Current vs Prior 7-Day Avg -81.71%
Calls: -72.88%
Puts: -88.64%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/15) $86.4K
Calls: $54.7K (63%)
Puts: $31.6K (37%)
Prior (09/11) $366.4K
Calls: $265.2K (72%)
Puts: $101.2K (28%)
Current vs Prior -76.42%
Calls: -79.36%
Puts: -68.73%
Prior 7-Day Total $1.66M
Calls: $1.18M (71%)
Puts: $474.4K (29%)
Prior 7-Day Average $236.8K
Calls: $169.1K (71%)
Puts: $67.8K (29%)
Current vs Prior 7-Day Avg -63.52%
Calls: -67.62%
Puts: -53.31%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/15) 0.53
Prior (09/11) 1.04
Current vs Prior -48.67%
Prior 7-Day Average 1.79
Current vs Prior 7-Day Avg -70.21%
Sentiment BULLISH

Open Interest

Detail
Current (09/15) 20,872
Calls: 20,327 (97%)
Puts: 545 (3%)
Prior (09/11) 31,440
Calls: 20,362 (65%)
Puts: 11,078 (35%)
Current vs Prior -33.61%
Prior 7-Day Total 164,276
Calls: 134,540 (82%)
Puts: 29,736 (18%)
Prior 7-Day Average 23,468
Calls: 19,220 (82%)
Puts: 4,248 (18%)
Current vs Prior 7-Day Avg -11.06%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/18) | Next (09/25)Expiry (09/18) | Next (10/16)
Current 8.06% | 14.20%8.06% | 22.87%
Prior 8.98% | 13.00%8.98% | 18.81%
Current vs Prior -10.25% | +9.19%-10.25% | +21.60%
Prior 7-Day Avg 7.57% | 12.75%12.67% | 24.41%
Current vs 7-Day Avg +6.52% | +11.33%-36.40% | -6.32%
Prior 7-Day Eod 8.98% | 13.00%8.98% | 18.81%
Current vs 7-Day Eod -10.25% | +9.19%-10.25% | +21.60%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 187.50% | 35.59%
Calls: 187.50% | 47.37%
Puts: -- | --
Prior 187.50% | 35.59%
Calls: 187.50% | 47.37%
Puts: -- | --
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 187.50% | 35.59%
Calls: 187.50% | 47.37%
Puts: 187.50% | 23.81%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 63% call dollar volume ($54.7K). Light premium activity with dollar volume down 76% vs prior. Below-average activity with volume down 85% vs prior. Bullish P/C ratio of 0.53.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH

📈 Options Analysis

🎯 Tightest Spreads
💰 Best Value Under $1
📊 High Delta (ITM)
🔥 High Volume
Backwardation
📈 Debit Spreads
📉 Credit Spreads
📅 Calendar Spreads
Straddles
🔀 Strangles
🦅 Iron Condors
🦋 Butterflies
⚖️ Ratio Spreads
🛡️ Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top -- of results (avg --%, best --%)

No options available for this category

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. -- found (avg $--, cheapest $--)

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 4 found (avg delta 0.77, highest 1.00)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Sep 181.352.70$2.0366.5%311.0042
$12.50Sep 180.051.10$0.58181.0%20.71--
$10.50Sep 180.704.00$2.35140.4%10.704
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$16.00Sep 252.354.00$3.1851.9%20.66--

Most actively traded options today. High liquidity = easy entry/exit. 11 active (total vol 59, top 31)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Sep 181.352.70$2.0366.5%311.0042
$12.50Sep 180.051.10$0.58181.0%20.71--
$14.00Oct 160.401.40$0.90111.1%20.41--
$10.50Sep 180.704.00$2.35140.4%10.704
$13.00Sep 180.000.80$0.40200.0%10.41512
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.00Oct 160.150.65$0.40125.0%140.17--
$16.50Sep 182.955.50$4.2260.4%30.46--
$16.00Sep 252.354.00$3.1851.9%20.66--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 2 strikes (avg 134.7%, max 153.5%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$14.00Sep 18Oct 16242.0%95.5%153.5%3112
$13.00Sep 18Sep 25198.0%91.7%115.8%2512
PUTS (0)
No puts found

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 3 found (best R:R 7.33, avg 3.22)

BULL CALL (3)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$13.00$14.00Sep 18$0.12$0.88$0.1241%7.33$13.12
$10.50$11.00Sep 18$0.32$0.18$0.3270%0.56$10.82
$12.50$13.00Sep 18$0.18$0.32$0.1871%1.78$12.68
BEAR PUT (0)
No bear put found

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. -- found (best R:R --, avg --)

No setups found for this strategy

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 1 found (avg debit $0.25, cheapest $0.25)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$13.00Sep 18Sep 25$0.25198.0%91.7%
PUTS (0)
No puts found

Buy call + put at the same strike and expiry. Profits from large moves in either direction. -- found (cheapest --% of stock, avg --%)

No straddle setups found

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 1 found (cheapest 9.98% of stock, avg 9.98%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$14.00$10.00Oct 16$0.90$0.40$1.30$8.70$15.30

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. -- found (best R:R --, avg credit $--)

No iron condor setups found

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. -- found (best R:R --, cheapest $--)

No setups found for this strategy

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 3 found (best net $-0.16, 2 credits)

CALLS (3)
Buy KSell KRatioExpiryNetMax Gain
$13.00$14.001:2Sep 18-$0.16$0.84
$12.50$13.001:2Sep 18-$0.22$0.28
$11.00$12.501:2Sep 18$0.87$0.63
PUTS (0)
No puts found

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 1 found (best yield 3.07%, avg 3.07%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$14.00Oct 16$0.400.417.4%3.07%10.51%2--

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Current Put/Call Breakdown

Total Calls 161
Total Puts 86
Put/Call Ratio 0.53
Net Difference 75

Prior's Put/Call Breakdown

Total Calls 813
Total Puts 846
Put/Call Ratio 1.04
Net Difference -33

Prior 7-Day Put/Call Summary

Total Calls 4,156
Total Puts 5,298
Average Put/Call Ratio 1.79
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
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Upcoming Earnings - 2 Weeks Prior

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Upcoming Earnings - 1 Week Prior

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Earnings This Week

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Earnings - Day Before / Day After

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Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
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Chart Title

Price — Past 7 Days

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